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Published 2008
Subjects: '; ...Internationale arbitrage. gtt...
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Electronic
4
by Rostek, Stefan.
Published 2009
Table of Contents: '; ... of the Fractional Brownian Market: Arbitrage and Its Exclusion -- Risk Preference Based Option Pricing in a...
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Electronic
5
by Kabanov, Yuri., Safarian, Mher.
Published 2010
Table of Contents: '; ...1.Approximative Hedging -- 2.Arbitrage Theory for Frictionless Markets -- 3.Arbitrage Theory under...
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Electronic
6
by Rheinlander, Thorsten.
Published 2011
Table of Contents: '; .... 2.6. Notes and further reading -- 3. Arbitrage and completeness. 3.1. Strategies and arbitrage. 3.2...
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Electronic
7
by Filipovic, Damir.
Published 2009
Table of Contents: '; ... Estimating the Yield Curve -- 5 Arbitrage Theory -- 6 Short Rate Models -- 7 HJM Methodology -- 8 Forward...
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Electronic
8
by Rt̲hig, Andreas.
Published 2009
Table of Contents: '; ... Triggered Currency Crisis; Arbitrage Pressure, Positive Feedback Speculation, Selective Hedging...
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Electronic
9
by Jacque, Laurent L.
Published 2010
Table of Contents: '; ... trader. Arbitrage. From harmless arbitrage to lethal speculation. A primer on how to speculate...
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Electronic
10
Published 2009
Table of Contents: '; ...: Limits to Intertemporal Arbitrage -- Natural Gas Storage and Market Power -- The Regulation of Access...
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Electronic
11
Table of Contents: '; ... time Models -- 3 Binomial Model for Option Pricing -- 4 Absence of arbitrage and Completeness of market...
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Electronic
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13
by Moss, Charles B.
Published 2010
Table of Contents: '; .... The role of the riskless asset. 9.3. Risk equilibrium from the firm's perspective. 9.4. Arbitrage pricing...
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Electronic
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15
Published 2019
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16
Table of Contents: '; ...I Interest Rates -- II Financial Products -- III The No-Arbitrage Principle -- IV European...
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Electronic
17
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Electronic
18
by Delong, Aukasz.
Published 2013
Table of Contents: '; ... and Predictable Representations of Insurance Payment Processes -- Arbitrage-Free Pricing, Perfect Hedging...
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Electronic
19
by Miron, John R.
Published 2010
Table of Contents: '; ... -- The Struggling Masses: Perfect competition at two places -- Arbitrage in the Grand Scheme: Perfect competition...
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Electronic
20
Published 2011
Table of Contents: '; ... on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models...
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Electronic